DVD-Guides.com - Problem creating DVD using WinAVI and Nero 6

Hi people, i have a bit of a problem which i really hope you can help me sort out. Today i downloaded the film \"Shrek 2\" from Kazaa and it downloaded as a 2 part download and the 2 parts were in .avi format; these 2 files associated with Windows Media Player - so when you double clicked on them they opened in Windows Media Player and played fine. But because they were in .avi format, i couldnt burn them straight onto a DVD disc using Nero 6 because it only accepts files such as .vob, .iso etc etc. So i thought straight away i would come to the very helphul Afonis DVD rip guide. From here i downloaded the WinAVI program and followed the on site guide \"Other formats to DVD, All video formats to DVD, Using WinAVI video converter\" to convert the 2 big .avi files seperately into DVD format. Both conversions went through fine...until the end. As users of this program might be aware, when the conversion gets to 100% it quickly goes through one quick final test. During this for both times an error message came up (i forgot what it said) i think it said something about \"Read\" followed by a long number. Anyway I ignored this at the time and clicked everything off. In my destination folder, i now had 2 .vob files and 2 .nav files (1 .vob file and 1 .nav for each converted .avi file). Now i had these files i could burn my DVD in Nero 6; but it still didn\'t except the .nav files - so i just started burnt the DVD with the 2 .vob files. When it started burning it came up with warnings saying something like \"the DVD may not be readable\" but i just clicked continue. At the end of the burning process it said \"Burn process completed successfully with warnings\". Now when i tried the DVD out it did not work in either my standalone DVD player or PS2. So iam wondering if there is somebody out there kind enough and helpful to tell me what iam doing wrong and what i need to do to correct it. I would be so, so grateful, Thanks.